ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS

DOI10.1111/j.1467-9892.1993.tb00136.xzbMath0779.62070OpenAlexW2098529939MaRDI QIDQ4696574

Hong-Zhi An, Fuchun Huang

Publication date: 29 June 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00136.x

zbMATH Keywords

exponential distributionautoregressive modelmaximum likelihood estimatorsresidual errorsimulation studies\(AR(p)\) modelrates of almost sure convergenceregressive model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

Cites Work

• Unnamed Item
• Autocorrelation, autoregression and autoregressive approximation
• Infrence for non-negative autoregressive schemes

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